Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.510618 0.572946 0.643818 0.731244 0.837425 0.963866 1.128409
2025-08-31 0.455970 0.538107 0.639108 0.775415 0.959513 1.207528 1.582449
2025-09-07 0.401882 0.490517 0.605494 0.770984 1.013219 1.373856 1.996084
2025-09-14 0.359390 0.449748 0.571786 0.756507 1.045233 1.513752 2.427913
2025-09-21 0.329371 0.420900 0.548829 0.751177 1.086847 1.678109 2.986787
2025-09-28 0.302104 0.392329 0.521848 0.734031 1.103694 1.802456 3.540219
2025-10-05 0.294702 0.390853 0.533830 0.779458 1.237786 2.199044 5.082472
2025-10-12 0.294382 0.399354 0.561561 0.855500 1.449922 2.870114 8.440560
2025-10-19 0.276421 0.379160 0.540964 0.842215 1.477715 3.110267 10.697442
2025-10-26 0.263330 0.365359 0.529256 0.843273 1.536805 3.471302 14.620536
2025-11-02 0.246662 0.344591 0.503798 0.814231 1.519825 3.596285 17.584246
2025-11-09 0.228796 0.320783 0.471272 0.767446 1.451075 3.522932 18.825066
2025-11-16 0.216132 0.305419 0.453522 0.751064 1.462034 3.768253 25.279191
2025-11-23 0.213696 0.306588 0.464859 0.796049 1.645270 4.837021 61.739120
2025-11-30 0.204460 0.295719 0.453466 0.791015 1.691778 5.392861 119.829897
2025-12-07 0.194762 0.283431 0.438405 0.775800 1.705002 5.815332 244.555886
2025-12-14 0.187109 0.274165 0.428207 0.770190 1.746863 6.469505 950.075028
2025-12-21 0.178647 0.263004 0.413552 0.752369 1.745335 6.875496 8305.099227
2025-12-28 0.178135 0.265659 0.425578 0.799494 1.979931 9.473069 NaN
2026-01-04 0.180472 0.273495 0.448556 0.878503 2.379590 15.553933 NaN
2026-01-11 0.173678 0.264349 0.436369 0.864686 2.404325 17.431253 NaN
2026-01-18 0.168700 0.258269 0.430052 0.865784 2.496343 21.132028 NaN
2026-01-25 0.161339 0.247429 0.413076 0.835598 2.436290 21.692765 NaN